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View Poll Results: What Data would help develop your system?
M5 4 44.44%
M15 0 0%
M30 1 11.11%
H1 2 22.22%
H4 0 0%
Other 2 22.22%
Voters: 9. You may not vote on this poll

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  #11 (permalink)  
Old 01-13-2006, 03:51 PM
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renatops renatops is offline
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Yes, Iomme. I agree with you.

I've have the feeling of something like that happening. I noticed stop orders being processed quite easier than in live mode.

But I fell it's not the only problem with ST. I suspect even normal orders are fullfiled somewhat easier like there were no slippage or something like that.

The EA's I have written scalp to profit in ST making huge profits but get frequently 'invalid prices' or go stoploss in live mode.

I would love to understand how exactly ST inflate simulated profits and be able to adapt EA to get part of that good profits.

Renato

Quote:
Originally Posted by lomme
From my experience strategy tester of MT3 has at least one serious bug.
That bug hits you, if you are using limit orders (OP_SELLSTOP, OP_BUYSTOP).
For example, if your buy limit is over the actual price, then strategy tester will execute this order with the actual price.
In real life this trade would not have taken place, because buy limit was not reached.

Like I said, this is from my exprience.
Maybe some others can confirm this?

To be sure you could transfer your EA to MT4 and test ist there.
Results should be more realistic.
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  #12 (permalink)  
Old 01-14-2006, 06:07 PM
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jpsdyb jpsdyb is offline
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The only way to be closer to 100% accurate in strategy test, would be if all candle movement history were able to be tested as it had actually took place in real time, tracking every up and down movement in the way it actually happened.

As we know two indentical candles can take completely different paths. High Lows Close and Open can look the very same, but have different paths.
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  #13 (permalink)  
Old 01-14-2006, 10:17 PM
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Really weird thing noticed today. Two exact same EA's, (changed only extern string Name_Expert on one) and both gave completely different results. One big wins, other big losses. Now I certainly question the strategy tester on it's accuracy!!!
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  #14 (permalink)  
Old 01-15-2006, 10:00 PM
lomme lomme is offline
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Working with MT4 build 188 now, I get very different results in Strategy Tester than in Build 186.
Can anyone confirm this?
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  #15 (permalink)  
Old 01-16-2006, 09:15 PM
lomme lomme is offline
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We cannot trust Strategy Tester in Build 188:

http://www.metaquotes.net/forum/1540/
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  #16 (permalink)  
Old 01-17-2006, 03:17 PM
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renatops renatops is offline
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Talking An EA which exploits strategy tester deficiencies

Try the EA I posted here to see how unreliable a strategy tester can be.

Porralouca

Renato
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  #17 (permalink)  
Old 01-28-2006, 09:58 PM
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Nicholishen Nicholishen is offline
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Cool M1 Tick by Tick Data for BackTesting

Tick by Tick data anyone? These files contain one year of tick by tick M1 EURUSD. Thank God for solid connections, eh? ...a Gift for everyone who contributes to this wonderful forum. It took me a long time to score this little gem, so Enjoy!

Instructions:
Before coping the files to their appropriate places you should close MT4, otherwise the data may become corrupt.

EURUSD1_0.fxt needs to be placed in “C:\Program Files\MetaTrader\tester\history” folder.
EURUSD1.hst needs to be placed in “C:\Program Files\MetaTrader\history\InterbankFX-Demo” folder.

In MT4 we have two groups of symbols. We have a group of symbols for STD accounts, and then we have another group for minis (where an m is appended to the STD symbols). The rates we publish for STD account and minis are exactly the same. But MT4 has different symbols for them, and we have chosen to stick to using the STD symbols for back testing purposes. If you have not already opened a STD demo account in MT4 you will need to before the data you downloaded is usable in MT4. If you plan to use a STD demo account and a mini demo account, make sure you are logged into the STD demo before you try to use this tick data on back tests, otherwise you will not get the result you expect.

When you have MT4 and the Tester window up, you should have something that looks like the picture I have attached. You should have the name of the Expert Advisor you want to do a back test on in the Expert Advisor field. To use the data I gave you, you need to have 4 fields with specific settings.
1) Symbol is set to EURUSD (not EURUSDm)
2) Model is set to Every tick (based on all available least timeframes with fractal interpolation of every tick)
3) Period set to M1
4) Recalculate needs to be un-checked.
The other settings you can set to what you want. Use date is used to back test only a certain time range. If Optimization is set, the back tester will do multiple passes, tests, depending on what you have setup in the Expert properties dialog. When you have what you want you click Start and it will start the test(s).

Last edited by Nicholishen : 01-28-2006 at 10:12 PM.
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  #18 (permalink)  
Old 01-29-2006, 08:24 PM
smeden smeden is offline
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I would like to get it.

Thanks

Smeden
jsogaard[at]gmaill.com

Last edited by newdigital : 01-30-2006 at 06:55 AM.
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  #19 (permalink)  
Old 01-30-2006, 05:16 AM
kalahariduin kalahariduin is offline
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Tick data

Yes please count me in. I would like to get it as well. Where can I get it?
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  #20 (permalink)  
Old 01-30-2006, 07:07 PM
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Nicholishen Nicholishen is offline
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Exclamation

Quote:
Originally Posted by kalahariduin
Yes please count me in. I would like to get it as well. Where can I get it?

k-man, Every time that i try to upload it i get a failure. Send me your email address and i will send it to you. Meanwhile, i will contact admin to see if there is anything that i can do.

nic
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